Letnbspnttnbspgt 0 be a counting process such that n0 0
Let {N(t),t > 0} be a counting process such that N(0) = 0. When the process is in state J, the next state visited will be j + 1, for all j ≥ 0. Moreover, the time τj that the process spends in state j has the following probability density function
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we consider the particular case of the gambleramp39s ruin problem for which fc 4 andnbspp nbsp12 suppose that the
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letnbspnttnbspgt 0 be a counting process such that n0 0 when the process is in state j the next state visited will be
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a birth and death processnbspxt t genbsp0 has the following birth and death ratesmoreover the capacity of the system is
letnbspxttnbspgt 0 be a pure birth process such that lambdajnbsp jlambda fornbspjnbsp 0 1 where lambda gt 0 we
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